JSE Securities South African Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.0828	18.45
$α$	0.2114	28.24
$β$	0.6159	53.06
$γ$	-0.1250	-2.19

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Trencor Ltd AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Trencor Ltd Analyses